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The Snaer program calculates the posterior mean and variance of variables on some of which we have data (with precisions), on some we have prior information (with precisions), and on some prior indicator ratios (with precisions) are available. The variables must satisfy anumber of exact...
Persistent link: https://www.econbiz.de/10004999291
Many definitions in matrix algebra are not standardized. This notediscusses some of thepitfalls associated with undesirable orwrong definitions, anddealswith central conceptslikesymmetry, orthogonality, square root, Hermitian and quadratic forms, and matrix derivatives.
Persistent link: https://www.econbiz.de/10005187122
We present an analytical closed-form expression for the asymptotic variance matrix in the misspecified multivariate regression model.
Persistent link: https://www.econbiz.de/10005187126